Harassment!

Hi,I have the solution to this. If you still need it, let me know and I can post some of my Matlab code.-A

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: MCarreiraAlthough I missed your answer by 3 min, the quit smoking part is still valid.smoke is not only bad for lungsSee, I really wanted to quit, but you guys are just too slow. Now I have to continue smoking and die.And you (especi...

Man! That was close! ;-)And, as for the quit smoking part, you'll want to send your request here.

<t>Solution:where 10=200/20 (Smax divided by 20 steps) and 6.667=200/30 (Smax devided by 30 steps).In hindsight it really wasn't that hard o_O...My problem was that I interpreted the deltaS^2 as the error. (Why? I don't know... but next time it guess I should begin reading at the beginning of the ch...

<t>QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: ASchmidtHere is what I tried...which corresponds with the exact BSM value. However, how can I use these number to end at 13.275, the "Richardson Extrapolation"?Well, first up, you could quit smoking....Help me solve my (apparently qui...

Here is what I tried...which corresponds with the exact BSM value. However, how can I use these number to end at 13.275, the "Richardson Extrapolation"?

<t>QuoteOriginally posted by: PaulWell, you've got the numbers wrong to start with!Expl. Finite difference with 20 asset steps gives 13.067 (error = 0.202)Expl. Finite difference with 30 asset steps gives 13.183 (error = 0.286)etc.PI'm stupid -- I posted the wrong numbers here, but I used the right ...

<t>Hi wilmotters,I'm trying to make sense of the "this is so simple you should always try it" Richardson extrapolation as described in Paul Wilmott's book on page 1443. As an example Paul calculates prices for an option with 3 different methods:Analytical BSM gives 13.269Expl. Finite difference with...

If you look at any quality suit you'll see that the pants have pleats. Jeans and chinos, however, look very odd when they have pleats, so I would definitely go for flat fronts when wearing these.

<t>as you see it is basically the 'time' part in the beginning and then the sum of the individual dimensions plus (if applicable) some correlation terms. then the multiplication rules are used. when i learned that some time ago i memorized it this way (i know it's mathematically non-rigorous, but he...

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<t>QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: ASchmidtQuoteOriginally posted by: TraderJoeQuoteOriginally posted by: torontosimpleguycheck the web: there is 5-th edition freely available in pdf.Have the publishers legally agreed to this? If not, you really shouldn't be advertisin...

<t>QuoteOriginally posted by: TraderJoeQuoteOriginally posted by: torontosimpleguycheck the web: there is 5-th edition freely available in pdf.Have the publishers legally agreed to this? If not, you really shouldn't be advertising it publicly.Ummm... yeah. I'm sure Hull finds that ok. o_OThen again ...

<t>QuoteOriginally posted by: jimjohndoes anyone know any good links where i can understand this process, wahtever ive found so far is too complicated, i want a gentle introduction. also, can someone plz explain what the drift rate means. is this the same concept as mean reversion? thx so much.It's ...